AN APPLICATION FOR EFFICIENCY MEASUREMENT OF DEPOSIT BANKS WITH WEIGHT RESTRICTED DATA ENVELOPMENT ANALYSIS

Abstract

Data envelopment analysis DEA is a linear programming based method that is used for relative efficiency of decision making units producing similar outputs by using similar inputs. As well as the basic DEA models, it is also possible to incorporate decision makers’ preferences and/or market data into analysis through the Assurance Region AR method which is based on setting limits on the input and output weights. In this study, the efficiency of deposit banks operating in Turkey had been measured by using both the unrestricted weight model and the AR restricted model for the years 2011 and 2012, and the results has been compared. It has been seen that the discriminatory power of weight restricted DEA model for discerning efficient and inefficient banks is greater and it also enables to include market data apart from the data related to the variables used in the analysis

Keywords

• Data Envelopment Analysis,Weight Restrictions,Assurance Region Method

AĞIRLIK KISITLI VERİ ZARFLAMA ANALİZİ İLE MEVDUAT BANKALARININ ETKİNLİK ÖLÇÜMÜNE YÖNELİK BİR UYGULAMA

Öz

Veri Zarflama Analizi VZA benzer girdiler kullanarak benzer çıktılar üreten karar verme birimlerinin göreli etkin ölçümünde kullanılan ve doğrusal programlama tabanlı bir yöntemdir. Temel VZA modellerinin yanı sıra girdi ve çıktı değişkenlerinin ağırlıklarına sınırlar konmasına dayanan Güven Bölgesi AR yöntemiyle de karar vericilerin tercihleri ve/veya piyasa verileri de analize dahil edilebilmektedir. Çalışmada Türkiye’de faaliyet gösteren mevduat bankalarının 2011 ve 2012 yılları için etkinlikleri hem ağırlık kısıtsız hem de AR kısıtlı model kullanılarak ölçülmüş ve sonuçlar karşılaştırılmıştır. Ağırlık kısıtlı VZA modelinin etkin olan ve olmayan bankaları ayrıştırma gücünün daha yüksek olduğu ayrıca modelde kullanılan değişkenlerin verileri dışındaki piyasa verilerinin de analize dahil edilmesine imkan sağladığı görülmektedir.

Anahtar Kelimeler

• Veri Zarflama Analizi,Ağırlık Kısıtlamaları,Güven Bölgesi Yöntemi

Kaynakça

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